Morgan Stanley Call 90 WDC 20.06..../  DE000MG849T9  /

Stuttgart
14/10/2024  15:03:03 Chg.+0.017 Bid16:48:28 Ask16:48:28 Underlying Strike price Expiration date Option type
0.250EUR +7.30% 0.260
Bid Size: 80,000
0.280
Ask Size: 80,000
Western Digital Corp... 90.00 USD 20/06/2025 Call
 

Master data

WKN: MG849T
Issuer: Morgan Stanley
Currency: EUR
Underlying: Western Digital Corporation
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 20/06/2025
Issue date: 26/07/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.84
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.35
Parity: -2.30
Time value: 0.26
Break-even: 84.99
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.69
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.25
Theta: -0.01
Omega: 5.62
Rho: 0.08
 

Quote data

Open: 0.240
High: 0.250
Low: 0.240
Previous Close: 0.233
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month  
+4.17%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.230
1M High / 1M Low: 0.350 0.222
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.257
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -